Semi-automated simultaneous predictor selection for regression-SARIMA models (Q2209736)
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scientific article; zbMATH DE number 7270209
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| English | Semi-automated simultaneous predictor selection for regression-SARIMA models |
scientific article; zbMATH DE number 7270209 |
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Semi-automated simultaneous predictor selection for regression-SARIMA models (English)
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4 November 2020
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best subset selection
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linear regression
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mixed integer quadratic optimisation
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multivariate response model
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0.7323153614997864
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0.7231298685073853
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